Doctoral Symposium

DOCTORAL SYMPOSIUM PROGRAMME 2016

Friday, 16th December 2016

SESSION ONE - 12h30 to 14h10

Stream A – Corporate Finance
Session Chair: Ivan Indriawan

When do banks mitigate investment inefficiency?
Presenter: Tu Cam Ho (Auckland University of Technology)
Discussant: Jing Xu (University of New South Wales)

Preoccupied Independent Directors
Presenter: Emma Zhang (University of New South Wales)
Discussant: Xiangyun Lu (Southampton Business School)

Stream B – Investment
Session Chair: Remco Zwinkels

What Does it Mean to be in a Team? Evidence from U.S. Mutual Fund Managers
Presenter: Diamond Wang (University of Auckland)
Discussant: Yolanda Wang (University of Melbourne)

Corporate Diversification, Investment Efficiency and Business Cycles
Presenter: Yolanda Wang (University of Melbourne)
Discussant: Diamond Wang (University of Auckland)

Stream C – Financial Econometrics
Session Chair: Jose Da Fonseca

Sample selection bias, return moments, and the performance of optimal versus naive diversification
Presenter: Bowei Li (University of Melbourne)
Discussant: Ilnara Gafiatulina (Auckland University of Technology)

High Moment Risk Premiums for Crude Oil Market: A Downside and Upside Conditional Decomposition
Presenter: Yahua Xu (Auckland University of Technology)
Discussant: Milena Tieves (University of Hagen)

SESSION TWO - 14h30 to 16h10

Stream A – Corporate Finance
Session Chair: Ivan Indriawan

Executive Officer Turnover
Presenter: Jing Xu (University of New South Wales)
Discussant: Tu Cam Ho (Auckland University of Technology)

Corporate Reputation and Real Activities Management as Myopic Behaviour: Evidence from U.S. Companies
Presenter: Xiangyun Lu (Southampton Business School)
Discussant: Emma Zhang (University of New South Wales)

Stream B – Banking
Session Chair: Christina Atanasova

Bank Liquidity, Bank Failure Risk and Bank Size
Presenter: Chen Zheng (Curtin University)
Discussant: Abhik Mukherjee (École Polytechnique Fédérale de Lausanne)

Let them eat debt but to what end? Corporate America after the Great Recession
Presenter: Abhik Mukherjee (École Polytechnique Fédérale de Lausanne)
Discussant: Chen Zheng (Curtin University)

Stream C – Financial Econometrics
Session Chair: Jose Da Fonseca

Information Shares in Stationary Time Series and Global Volatility Discovery
Presenter: Milena Tieves (University of Hagen)
Discussant: Yahua Xu (Auckland University of Technology)

Time Varying Price Discovery in VIX Exchange Traded Notes: A Tale of Retail vs. Institutional Trades
Presenter: Ilnara Gafiatulina (Auckland University of Technology)
Discussant: Bowei Li (University of Melbourne)